+1,362.7%
LIN vs LYV
+1,522.3%
-159.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +2.1% | +1.8% | +0.3% | +1.7% |
| 30D | +6.8% | +5.7% | +1.1% | +5.4% |
| 3M | +10.4% | -4.1% | +14.5% | +11.3% |
| 6M | +3.2% | +5.9% | -2.8% | +1.7% |
| YTD | +24.6% | +25.2% | -0.6% | +17.7% |
| 1Y | +24.4% | +30.4% | -6.0% | +16.3% |
| 3Y | +36.7% | +103.6% | -66.9% | +14.0% |
| 5Y | +67.0% | +58.9% | +8.1% | +43.4% |
| 10Y | +426.7% | +524.8% | -98.1% | +211.7% |
| All | +1,362.7% | +1,522.3% | -159.6% | +558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling